Real Matters Inc (REAL.TO)
6.38
+0.01
(+0.16%)
CAD |
TSX |
Nov 22, 16:00
Real Matters Max Drawdown (5Y): 88.36% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 88.36% |
| August 31, 2024 | 88.36% |
| July 31, 2024 | 88.36% |
| June 30, 2024 | 88.36% |
| May 31, 2024 | 88.36% |
| April 30, 2024 | 88.36% |
| March 31, 2024 | 88.36% |
| February 29, 2024 | 88.36% |
| January 31, 2024 | 88.36% |
| December 31, 2023 | 88.36% |
| November 30, 2023 | 88.36% |
| October 31, 2023 | 88.36% |
| September 30, 2023 | 88.36% |
| August 31, 2023 | 88.36% |
| July 31, 2023 | 88.36% |
| June 30, 2023 | 88.36% |
| May 31, 2023 | 88.36% |
| April 30, 2023 | 88.36% |
| March 31, 2023 | 88.36% |
| February 28, 2023 | 88.36% |
| January 31, 2023 | 88.36% |
| December 31, 2022 | 88.36% |
| November 30, 2022 | 87.56% |
| October 31, 2022 | 86.22% |
| September 30, 2022 | 86.10% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.10% |
| July 31, 2022 | 86.10% |
| June 30, 2022 | 86.10% |
| May 31, 2022 | 86.10% |
| April 30, 2022 | 86.10% |
| March 31, 2022 | 84.58% |
| February 28, 2022 | 83.54% |
| January 31, 2022 | 82.99% |
| December 31, 2021 | 77.90% |
| November 30, 2021 | 76.70% |
| October 31, 2021 | 76.70% |
| September 30, 2021 | 76.70% |
| August 31, 2021 | 76.70% |
| July 31, 2021 | 76.70% |
| June 30, 2021 | 76.70% |
| May 31, 2021 | 76.70% |
| April 30, 2021 | 76.70% |
| March 31, 2021 | 76.70% |
| February 28, 2021 | 76.70% |
| January 31, 2021 | 76.70% |
| December 31, 2020 | 76.70% |
| November 30, 2020 | 76.70% |
| October 31, 2020 | 76.70% |
| September 30, 2020 | 76.70% |
| August 31, 2020 | 76.70% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
76.70%
Minimum
Nov 2019
88.36%
Maximum
Dec 2022
82.73%
Average
86.10%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Mainstreet Equity Corp | 54.52% |
| DREAM Unlimited Corp | 65.01% |
| Emergia Inc | 96.55% |
| Tempus Capital Inc | 98.12% |
| Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.86 |
| Beta (5Y) | 0.8897 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.81% |
| Historical Sharpe Ratio (5Y) | -0.118 |
| Historical Sortino (5Y) | -0.2433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.21% |